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发表时间：2018-01-01

发表刊物：大连理工大学学报 社会科学版

所属单位：经济管理学院

卷号：39

期号：2

页面范围：12-18

ISSN号：1008-407X

摘要：Based on the annual panel data of 65 Chinese commercial banks from 2008 to 2013,this paper establi-shes a panel threshold regression model to explore the impact of non-interest income on the risk of Chinese com-mercial banks.Empirical results show that there exist two thresholds,i.e.8517.088 million and 64397.482 milion,depending on the size of each bank's assets.T he sample of banks could be divided into three catego-ries:large,medium and small.For large banks,expansion of non-interest business can effectively reduce the risk of banks;for medium-sized banks and small banks,expansion of non-interest business will increase the risk of banks.Compared with small banks,there is a relatively less negative effect on medium-sized banks, thus the negative impact of non-interest income on the risk of Chinese commercial banks gradually declines as the bank scale increases.

备注：新增回溯数据